I noticed someone hit my site from a google search on this topic.  My guess is they didn't find out what they needed, so I thought i'd post a complete answer just in case someone else comes looking for it..

From Michael Fanning  the Dev lead for FxCop...

To invoke and run a project file from the command-line:

FxCopCmd.exe /project:MyProject.fxcop /out:MyReport.xml

To build up an analysis run specifying specific files:

FxCopCmd.exe /file:MyAssembly.dll /rules:.\Rules /out:MyReport.xml

The file: switch can appear multiple times on a command-line. All switches can be abbreviated to their first letter, p instead of project, etc.